http://blink.fhlbc.loc/sites/Communications/Shared%20Documents/FHLBank%20Chicago%20Rebrand%202021/Logos/FHLBANK_CHICAGO_LOGOS_horizontal_Navy.png
7/30/21 8:27 AM
Rate Indications
 To take down an advance, login to eBanking or contact the Member Transaction Desk : 
855-345-2244, Option 1
 Today's Headlines   Market Rates 
Early bird discounts, all before 10:00 a.m.: (1) Available on A120 (<= 27 days) advances, additional volume discounts may be available; (2) 1-month (no minimum at .20%) and 3-month (no minimum at .20%) A121 advances. To execute, please call the Member Transaction Desk before 10:00 a.m.

Advance Discount Specials (until September 30, 2021): 5 bps discount on qualifying fixed rate fixed term advances, advance ladders, and amortizers. Visit our Solutions page on fhlbc.com for Terms and Conditions.  
 Term   Treasury   Swaps   Fixed Rate Advances 
2 years 0.19% 0.27% 0.39%
5 years 0.71% 0.80% 0.91%
7 years 1.00% 1.04% 1.21%
10 years 1.25% 1.27% 1.53%
       
 Fixed Rate Advances   Fixed Rate Callable Advances (Call Option Owned by Member) 
Term Community Advances Regular Advances All-in After Dividend* Forward-Starting  Term   Lockout   Bermudan   All-in After Dividend*   Option Cost 
 1 week    0.22% 0.01% Advances settle one year forward from today and then have stated term to maturity  2 years  6 months 0.56% 0.34% 0.16%
 2 weeks  0.22% 0.01%  2 years  1 year 0.50% 0.29% 0.11%
 3 weeks  0.22% 0.01%  3 years  6 months 0.74% 0.52% 0.16%
 1 month  0.12% 0.22% 0.01%  3 years  1 year 0.68% 0.47% 0.11%
 3 months  0.12% 0.22% 0.01%  5 years  6 months 1.19% 0.98% 0.28%
 6 months  0.12% 0.22% 0.01%  5 years  1 year 1.11% 0.90% 0.20%
 9 months  0.12% 0.22% 0.01%    5 years  2 year 1.06% 0.85% 0.15%
 1 year  0.18% 0.28% 0.07% 0.53%  7 years  1 year 1.48% 1.27% 0.28%
 1.5 years  0.26% 0.36% 0.15% 0.63%  7 years  2 years 1.41% 1.20% 0.20%
 2 years  0.29% 0.39% 0.18% 0.73%  10 years  2 years 1.86% 1.65% 0.33%
 2.5 years  0.38% 0.48% 0.27% 0.83%  10 years  3 years 1.75% 1.54% 0.22%
 3 years  0.47% 0.57% 0.36% 0.92%  10 years  5 years 1.64% 1.43% 0.11%
 3.5 years  0.56% 0.66% 0.45% 1.00%  15 years  5 years 2.20% 1.99% 0.22%
 4 years  0.65% 0.75% 0.54% 1.07%  Fixed Rate Putable Advances (Call Option Owned by FHLBC) 
 4.5 years  0.73% 0.83% 0.62% 1.17%  Term   Lockout   European   All-in After Dividend*   Option Value 
 5 years  0.81% 0.91% 0.70% 1.26%  3 years  6 months 0.21% 0.00% -0.01%
 6 years  0.99% 1.09% 0.88% 1.37%  5 years  6 months 0.19% -0.02% -0.03%
 7 years  1.11% 1.21% 1.00% 1.47%  7 years  6 months 0.17% -0.04% -0.05%
 10 years  1.43% 1.53% 1.32% 1.78%  10 years  6 months 0.18% -0.03% -0.04%
 15 years  Call for availability 1.99% 1.78%    3 years  1 year 0.23% 0.02% -0.04%
 20 years  2.37% 2.16%    5 years  1 year 0.21% 0.00% -0.06%
 30 years 
2.66% 2.45%    7 years  1 year 0.19% -0.02% -0.09%
   10 years  1 year 0.20% -0.01% -0.08%
 5 years  2 years 0.31% 0.10% -0.08%
 Amortizing Advances   7 years  2 years 0.28% 0.07% -0.11%
  Amortization Term  10 years  2 years 0.27% 0.06% -0.12%
Term 5 years 7 years 10 years 15 years  7 years  3 years 0.48% 0.27% -0.09%
 5 years  0.65% 0.77% 0.83% 0.87%  10 years  5 years 0.85% 0.64% -0.06%
 7 years  na 0.87% 1.04% 1.12%  Term   Lockout   Bermudan   All-in After Dividend*   Option Value 
 10 years  na na 1.15% 1.36%  5 years  6 months 0.15% -0.06% -0.07%
Term 15 years 20 years 25 years 30 years  7 years  6 months 0.15% -0.06% -0.07%
 15 years  1.54% 1.74% 1.83% 1.88%  10 years  3 months 0.15% -0.06% -0.07%
 20 years 
na 1.87% 2.07% 2.17%  7 years  1.24% 0.02% 1.26% 0.32%
 30 years  na na na 2.32%    10 years  1.55% 0.02% 1.58% 0.32%
                     
                     
 Floating Rate Advances 
 Term Discount Note Floater Advances     Overnight Index Floater Advances** 
  Non-Prepayable Prepayable (on reset dates)^  Index / Rate Indic.   Term   Prior Index   Spread   Prior Day 
 Term**   Spread to 4WK   Spread to 13WK   Spread to 4WK   Spread to 13WK  Overnight  DN^ <= 3 Months 0.025% 0.31% 0.35%
 3 months  0.20% n/a 0.30% n/a SOFR 3 Months 0.05% 0.16% 0.21%
 6 months  0.25% 0.20% 0.45% 0.40%   SOFR 6 Months 0.05% 0.16% 0.21%
 1 year  0.30% 0.25% 0.46% 0.45% SOFR 9 Months 0.05% 0.17% 0.22%
 2 years  0.32% 0.30% 0.34% 0.34% SOFR 1 Year 0.05% 0.17% 0.22%
 3 years  0.33% 0.32% 0.35% 0.35% SOFR 18 Months 0.05% 0.18% 0.23%
 4 years  0.34% 0.33% 0.36% 0.36% SOFR 2 Years 0.05% 0.19% 0.24%
 5 years  0.35% 0.34% 0.37% 0.37%  ^Prepayable same day before 3:00PM. **Please call for additional terms not listed above. 
Prior Index 4 week 0.033% 13 week 0.050%  Overnight Advances 
 ^Prepayable at par with 1 day notice. **Please call for terms between 5 years and 10 years, or for 26 week index.   Term     Minimum   Today   Prior Day 
 LIBOR Floater Advances  1 Day   No minimum 0.22% 0.22%
  Non-Prepayable Prepayable (on reset dates) Open Line (Daily Rate Set)# No minimum 0.37% 0.37%
 Term   Spread to 1ML   Spread to 3ML   Spread to 1ML   Spread to 3ML  #Rate set at and available until 3:00 pm; Late Day Advances may be available until 4:30 pm by calling 855-345-2244, Option 1.
 3 months  0.12% n/a n/a FHLBC Deposit Rates^ DID (yesterday) 0.00001%
       ^Call for term deposit rates.